+66.9%
CBRE vs RUN
-35.6%
+102.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -4.1% |
| 7D | -1.5% | +10.2% | -11.7% | -2.4% |
| 30D | -4.0% | -9.6% | +5.6% | -3.2% |
| 3M | +8.0% | -31.5% | +39.5% | +11.1% |
| 6M | +4.0% | -18.7% | +22.7% | +4.7% |
| YTD | -11.5% | -49.9% | +38.4% | -7.7% |
| 1Y | -13.0% | -45.5% | +32.5% | -10.6% |
| 3Y | +66.9% | -34.1% | +101.0% | +45.0% |
| All | +66.9% | -35.6% | +102.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling